Algorithmics Integrated Market and Credit Risk

Helps maximize trading book return on capital under Basel III and Dodd-Frank

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Algorithmics Integrated Market and Credit Risk offers an enterprise-wide view of risk that helps banks make risk aware decisions and qualify for regulatory incentives under Basel III. With Monte Carlo simulations that deliver highly accurate credit exposure measures for uncovering risk reducing trades and highlighting credit availability, Algorithmics Integrated Market and Credit Risk enables increased trade volumes and credit line utilization. The solution’s simulation-based risk analytics provide real-time risk results to enable more effective, risk-informed decision making by both middle office risk managers and front office traders.


Algorithmics Integrated Market and Credit Risk brings together the following IBM products within a single database, enabling cost-effective integration into a firm’s existing systems and IT infrastructure:

  • Algo Credit Exposure

    Algo Credit Exposure

    Enables banks and financial institutions to actively manage counterparty credit risk and help reduce regulatory capital charges.

  • Algo Market Risk

    Algo Market Risk

    Allows banks and financial institutions to more effectively measure and manage market risk and helps support increased return on capital.

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